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The Nobel Memorial Prize for Robert F. Engle · Study

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ArticleThe Nobel Memorial Prize for Robert F. Engle

Francis X. Diebold2004

Article2004

The Nobel Memorial Prize for Robert F. Engle

Francis X. Diebold

41 citations·0/0 files stored·Scandinavian Journal of Economics

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Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1965The Behavior of Stock-Market Prices 2002Dynamic Conditional Correlation 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1963The Variation of Certain Speculative Prices 1995Multivariate Simultaneous Generalized ARCH

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2004Managing Volatility and Crises: A Practitioner's Guide Overview 2012Stock Returns and Risk: Evidence from Quantile 2009Applications of State Space Models in finance

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Year2004

Typearticle

Published2004-06-01

VenueScandinavian Journal of Economics

ISSN-L0347-0520

Languageen

Citations41

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1111/j.0347-0520.2004.00360.x

openalex_workW3122857587

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